Title :
Input-output finite-time stability and stabilization of stochastic Markovian jump systems
Author :
Ma, Hongji ; Jia, Yingmin
Author_Institution :
Seventh Res. Div., Beijing Univ. of Aeronaut. & Astronaut., Beijing, China
Abstract :
In this paper, we introduce a new concept named input-output finite-time mean square stability (IO-FTMSS) for stochastic Markovian jump systems. In contrast to the available notions of stochastic stability, IO-FTMSS characterizes the input-output behavior of dynamics on a finite time horizon. Concerning a class of random input signals LT2, the problems of input-output finite-time mean square stability and stabilization are investigated for both linear and nonlinear stochastic systems perturbed by Markovian processes. Sufficient conditions are derived in terms of coupled linear matrix inequalities (LMIs) and Hamilton-Jacobi inequalities (HJIs), respectively. In addition, a numerical example is supplied to illustrate the proposed technique.
Keywords :
Markov processes; differential equations; linear matrix inequalities; mean square error methods; nonlinear systems; stability; stochastic systems; Hamilton-Jacobi inequalities; IO-FTMSS; Markovian process; dynamics input-output behavior; finite time horizon; input-output finite-time mean square stability; linear matrix inequalities; nonlinear stochastic systems; stochastic Markovian jump system stabilization; Asymptotic stability; Nonlinear dynamical systems; Numerical stability; Stability analysis; State feedback; Stochastic systems; Symmetric matrices;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6160384